[HTML][HTML] The effects of incorporating memory and stochastic volatility into GBM to forecast exchange rates of Euro
M Alhagyan - Alexandria Engineering Journal, 2022 - Elsevier
The performance of financial trading in any country depends significantly on the role of
exchange rate, specifically the activity of international trading. Thus, one of the priority of …
exchange rate, specifically the activity of international trading. Thus, one of the priority of …
[PDF][PDF] Incorporating stochastic volatility and long memory into geometric Brownian motion model to forecast performance of Standard and Poor's 500 index
Incorporating stochastic volatility and long memory into geometric Brownian motion model to
forecast performance of Standard and Page 1 AIMS Mathematics, 8(8): 18581–18595. DOI …
forecast performance of Standard and Page 1 AIMS Mathematics, 8(8): 18581–18595. DOI …
Forecasting the Performance of the Energy Sector at the Saudi Stock Exchange Market by Using GBM and GFBM Models
M Alhagyan - Journal of Risk and Financial Management, 2024 - mdpi.com
Future index prices are viewed as a critical issue for any trader and investor. In the literature,
various models have been developed for forecasting index prices. For example, the …
various models have been developed for forecasting index prices. For example, the …
Forecasting the Performance of the Energy Sector at the Saudi Stock Exchange Market by Using GBM and GFBM
M Alhagyan - 2024 - preprints.org
The future index prices are viewed as a critical issue for any trader and investor. For this
craving, various models have shown up in the literature. The Geometric Brownian motion …
craving, various models have shown up in the literature. The Geometric Brownian motion …
[CITATION][C] The effect of incorporating memory and stochastic volatility into geometric brownian motion in forecasting the performance of Tadawul All Share Index …
A Abbas, M Alhagyan - Advances and Applications in Statistics, 2022
[CITATION][C] Forecasting exchange rate of SAR/CNY by incorporating memory and stochastic volatility into GBM model
A Abbas, M Alhagyan - Advances and Applications in Statistics, 2023
[CITATION][C] Forecast exchange rates of Euro using geometric Brownian motion model according to four different ways to compute volatility
M Mansour, M Alhagyan - Advances and Applications in Statistics, 2022